Hadji is an informal honorary title given to male Muslims who have completed the Hadj. Performing the Hadj is one of the five pillars of Islam, a sacred duty for all Muslims.
In the days before cheap air-travel, this pilgrimage was one of the most difficult journeys a person could undertake. In the middle-ages when the practice began many who began the journey would never return.
Pilgrims would travel for many months, through scorched deserts, bitter sand storms and bandit country in order to reach the holy city of Mecca. Having completed the pilgrimage they faced an equally risky return journey.
Spiritually enlightened the pilgrims would return as men of the world, and in honor of their achievements they would be given this title.